Analysing multi-level Monte Carlo for options with

Finance and Stochastics 2009 / 09 Vol. 13; Iss. 3

Analysing multi-level Monte Carlo for options with

Michael B. Giles, Desmond J. Higham, Xuerong Mao
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Volume:
13
Language:
english
Pages:
11
DOI:
10.1007/s00780-009-0092-1
Date:
September, 2009
File:
PDF, 297 KB
english, 2009
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